+112.6%
SHEL vs HUT
+422.3%
-309.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | +0.4% |
| 7D | +2.2% | +17.8% | -15.5% | +1.4% |
| 30D | +6.8% | +0.8% | +6.0% | +6.6% |
| 3M | +8.1% | -26.8% | +34.9% | +9.1% |
| 6M | +14.4% | +72.6% | -58.2% | +9.5% |
| YTD | +30.0% | +103.6% | -73.7% | +22.8% |
| 1Y | +33.3% | +265.3% | -231.9% | +20.8% |
| 3Y | +66.4% | +689.4% | -623.0% | +36.4% |
| 5Y | +178.6% | +75.3% | +103.2% | +134.1% |
| All | +112.6% | +422.3% | -309.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling